+152.3%
W vs INDA
+83.0%
+69.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.3% |
| 7D | +0.5% | -3.6% | +4.1% | +4.8% |
| 30D | -5.6% | -4.0% | -1.6% | -1.1% |
| 3M | +41.9% | +1.7% | +40.2% | +40.3% |
| 6M | +30.2% | -3.6% | +33.9% | +38.4% |
| YTD | -2.9% | -11.0% | +8.0% | +13.1% |
| 1Y | +11.6% | -9.5% | +21.1% | +27.5% |
| 3Y | +37.0% | +7.6% | +29.3% | +31.3% |
| 5Y | -62.8% | +4.8% | -67.6% | -61.6% |
| All | +152.3% | +83.0% | +69.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling